dexbot 1.6.0 → 1.6.2

package/dist/modules/order/utils/math.js

@@ -527,12 +527,16 @@ function getGridBestPrices(activeBuys, activeSells) {
  *
  * @param {Array<Object>} activeBuys - Active buy orders with price property
  * @param {Array<Object>} activeSells - Active sell orders with price property
- * @returns {number} Spread percentage or 0 if insufficient data
+ * @returns {number} Spread percentage, or Infinity when one side is empty
+ * (the spread is undefined with no opposing quote — never 0, which would
+ * read as a perfectly tight book). Callers that flag on counts
+ * (shouldFlagOutOfSpread) take the empty-side branch before touching this
+ * value; display callers must handle non-finite (see logger status line).
  */
 function calculateSpreadFromOrders(activeBuys, activeSells) {
     const { bestBuy, bestSell } = getGridBestPrices(activeBuys, activeSells);
     if (bestBuy === null || bestSell === null || bestBuy === 0)
-        return 0;
+        return Infinity;
     return ((bestSell / bestBuy) - 1) * 100;
 }
 /**
@@ -1312,6 +1316,12 @@ function resolveGapBand(manager) {
     const sellStartIdx = getSellStartIdx(raw, gapSlots);
     return { gapSlots, boundaryIdx: raw, sellStartIdx };
 }
+/**
+ * Stable reason code for the in-band-placement rejection.  Shared by the
+ * validator and isTransientInBandRejection() so a rename cannot silently
+ * break the classifier.
+ */
+const BOUNDARY_REJECT_PLACED_IN_BAND = 'placed_order_in_band';
 /**
  * Validate a proposed boundary commit against geometry INDEPENDENT of the
  * mutable committed boundary.
@@ -1338,14 +1348,21 @@ function resolveGapBand(manager) {
  * geometry.  Fill-skewed boundaries legitimately sit far from the structural
  * center, so a startPrice-distance rule would false-positive on valid shifts.
  *
- * @param options.rejectInBandPlacements - When true, additionally reject a
- *   boundary under which a PLACED order sits strictly inside the implied gap
- *   band (stranding).  Honest writers never produce this — the promotion walk
- *   caps depth upstream and the fill path carries its rotations in the same
- *   batch — so it is OFF at commit time (a refusal could not repair the
+ * @param options.rejectInBandPlacements - When true, additionally report a
+ *   boundary under which PLACED order(s) sit strictly inside the implied gap
+ *   band (stranding).  Note: honest writers CAN produce transient stranding —
+ *   SPREAD GUARD (assignGridRoles) deliberately keeps live ACTIVE/PARTIAL
+ *   orders rail-typed when a fill-driven boundary crawl moves their slots
+ *   into the band (a fill chunk can strand several at once), and GAP-EVAC
+ *   heals them per-slot over 2-3 cycles (rotation or cancel-only teeth;
+ *   LAST-FILL-GUARD / uncertain-broadcast backpressure may delay it
+ *   further).  So it is OFF at commit time (a refusal could not repair it
  *   anyway) but ON for
- *   persisted-state validation, where stranding is exactly the poison
- *   signature and the safe fallback is a rebuild.
+ *   persisted-state validation — with the caveat that callers must treat a
+ *   pure `placed_order_in_band` result (any count, no accompanying
+ *   structural signal) as transient (warn + load, GAP-EVAC owns cleanup)
+ *   and only treat other reasons as rebuild-worthy.
+ *   See isTransientInBandRejection().
  *
  * @returns `{ ok: true }`, or `{ ok: false, reason, detail }` where `reason`
  *   is a stable short code and `detail` carries indices/prices for logs.
@@ -1382,6 +1399,18 @@ function validateBoundaryCommit(proposedBoundary, orders, gapSlots, options = {}
     const sellStart = raw + gapSlots + 1;
     let maxBuyPrice = -Infinity;
     let minSellPrice = Infinity;
+    // Strands are RECORDED, not returned immediately: crossed-book is the
+    // stronger structural signal and is computed from rail slots only, so it
+    // takes precedence over a co-occurring strand — otherwise a snapshot that
+    // is both stranded AND crossed would be misclassified as transient and
+    // loaded.  (Recording also fixes a latent miss: the old early-return
+    // skipped rail slots after the first strand, under-computing the cross.)
+    // Every strand is counted for the detail line; any pure-stranding result
+    // (no cross) is transient regardless of count — fill chunks can strand
+    // several slots at once and GAP-EVAC tracks/heals per-slot.
+    let inBandCount = 0;
+    let firstInBandIdx = null;
+    let firstInBandPrice = null;
     for (let idx = 0; idx < sorted.length; idx++) {
         const o = sorted[idx];
         if (!o.orderId)
@@ -1396,12 +1425,11 @@ function validateBoundaryCommit(proposedBoundary, orders, gapSlots, options = {}
                 minSellPrice = price;
         }
         else if (options.rejectInBandPlacements) {
-            return {
-                ok: false,
-                reason: 'placed_order_in_band',
-                detail: `boundary=${raw} gapSlots=${gapSlots} placed idx=${idx} price=${price} ` +
-                    `sits strictly inside implied band (${raw}, ${sellStart})`
-            };
+            inBandCount++;
+            if (firstInBandIdx === null) {
+                firstInBandIdx = idx;
+                firstInBandPrice = price;
+            }
         }
     }
     if (Number.isFinite(maxBuyPrice) && Number.isFinite(minSellPrice) && minSellPrice <= maxBuyPrice) {
@@ -1411,6 +1439,14 @@ function validateBoundaryCommit(proposedBoundary, orders, gapSlots, options = {}
             detail: `boundary=${raw} gapSlots=${gapSlots} bestPlacedBuy=${maxBuyPrice} >= bestImpliedSell=${minSellPrice}`
         };
     }
+    if (inBandCount > 0) {
+        return {
+            ok: false,
+            reason: BOUNDARY_REJECT_PLACED_IN_BAND,
+            detail: `boundary=${raw} gapSlots=${gapSlots} placed count=${inBandCount} first idx=${firstInBandIdx} price=${firstInBandPrice} ` +
+                `sits strictly inside implied band (${raw}, ${sellStart})`
+        };
+    }
     return { ok: true };
 }
 /**
@@ -1421,18 +1457,53 @@ function validateBoundaryCommit(proposedBoundary, orders, gapSlots, options = {}
  * writer bug (e.g. the pre-5eb3ca7 promotion overrun) may have committed AND
  * persisted an invalid boundary that would otherwise legalize itself on every
  * restart.  This is strictly stricter than validateBoundaryCommit — it also
- * rejects stranding (a placed order inside the implied band) because at
- * restore time the safe fallback is a rebuild/re-derivation, not a refusal.
+ * reports stranding (a placed order inside the implied band).
+ *
+ * Stranding alone is NOT proof of poison: SPREAD GUARD + GAP-EVAC produce it
+ * transiently on every boundary crawl (see validateBoundaryCommit docs).
+ * Callers must use isTransientInBandRejection() to separate the transient
+ * case (warn + keep boundary, GAP-EVAC/sync sweeps own cleanup) from true
+ * poison (ceiling/range/crossed-book, or recurring stranding) which falls
+ * back to rebuild/re-derivation.
  *
  * Callers:
- * - loadGrid (grid.ts) before _restoreBoundary — repairs via re-derivation.
- * - recoverFromPersistedGrid (dexbot_state_recovery.ts) BEFORE loading, so a
- *   poisoned snapshot is refused and structural resync falls through to the
- *   clean full-grid reset instead of re-ingesting the damage.
+ * - loadGrid (grid.ts) before _restoreBoundary — strict by default; pass
+ *   { tolerateTransientStranding: true } when the caller owns the heal path
+ *   (runtime recovery: in-memory state is newer than the snapshot and
+ *   GAP-EVAC is already tracking the strand).
+ * - recoverFromPersistedGrid (dexbot_state_recovery.ts) BEFORE loading —
+ *   tolerates transient stranding (warn + load) so a stale snapshot carrying
+ *   a pre-evacuation strand cannot force a structural resync that wipes the
+ *   in-progress evacuation; true poison still refuses and structural resync
+ *   falls through to the clean full-grid reset instead of re-ingesting damage.
  */
 function validatePersistedBoundary(proposedBoundary, orders, gapSlots) {
     return validateBoundaryCommit(proposedBoundary, orders, gapSlots, { rejectInBandPlacements: true });
 }
+/**
+ * Whether a persisted-boundary rejection is the TRANSIENT kind that must not
+ * trigger a rebuild: stranding (`placed_order_in_band`) with no accompanying
+ * structural signal.
+ *
+ * SPREAD GUARD strands live orders in-band on every fill-driven crawl (any
+ * count — a fill chunk can strand several) and GAP-EVAC heals them per-slot
+ * over 2-3 cycles, so a snapshot taken mid-evacuation (or stale by one
+ * crawl, as in recovery-before-CREATE) legitimately reports this.  Nuking
+ * the snapshot for it discards the boundary progression, pending crawls,
+ * streaks and the queued evacuation — the exact sabotage loop seen in H-BTS
+ * 2026-09-13 (GAP-EVAC flags slot-96, COW plans 96→116, stale snapshot with
+ * slot-94 still stranded fails validation, structural resync wipes the
+ * plan).  All other reasons (ceiling/range/crossed-book/...) are structural
+ * and stay rebuild-worthy; crossed-book is evaluated first by the validator
+ * so a simultaneously-stranded-and-crossed snapshot is never misclassified
+ * as transient here.
+ *
+ * @param check - validatePersistedBoundary / validateBoundaryCommit result
+ * @returns True when the check is pure in-band placement (transient).
+ */
+function isTransientInBandRejection(check) {
+    return !!check && check.ok !== true && check.reason === BOUNDARY_REJECT_PLACED_IN_BAND;
+}
 /**
  * Count SPREAD-typed slots strictly inside the gap band
  * (`boundaryIdx < idx < sellStartIdx`).  Empty slots are normalized to SPREAD
@@ -1760,7 +1831,7 @@ function buildGenesisFromPriceLevels(startPrice, incrementPercent, gapSlots, pri
         createdAt: Date.now()
     };
 }
-export { getBtsSide, getSellStartIdx, resolveGapBand, countGapBandSpread, calculateGapSlots, isSlotInRail, isSlotIndexInGapBand, isEvacuationRotationAllowed, isEvacuationSizeStillValid, validateBoundaryCommit, validatePersistedBoundary, resolveGapSlots, isPercentageString, isPositiveNumber, isPositiveNumberOrPercent, isPositiveInt, parsePercentageString, toDecimal, resolveRelativePrice, parseRelativeMultiplier, validateGridPriceBounds, isExplicitZeroAllocation, getPrecision, computeChainFundTotals, calculateAvailableFundsValue, computeBtsFeeImpact, adjustBudgetForBtsFees, getGridBestPrices, calculateSpreadFromOrders, resolveConfigValue, resolveConfigValueWithRegistry, hasValidAccountTotals, blockchainToFloat, floatToBlockchainInt, quantizeFloat, normalizeInt, getPrecisionByOrderType, getPrecisionsForManager, getPrecisionSlack, quantumForPrecision, calculatePriceTolerance, findPriceCollision, findCrossedOrder, validateOrderAmountsWithinLimits, getMinOrderSize, getDustThresholdFactor, getSingleDustThreshold, getDoubleDustThreshold, validateOrderSize, getAssetFees, getAssetFeesSafe, allocateFundsByWeights, calculateOrderSizes, calculateRotationOrderSizes, calculateGridSideDivergenceMetric, calculateOrderCreationFees, calculateSwapInAmount, _setFeeCache, cloneWeightDistribution, clamp, roundTo, fixedTo, roundToDecimals, priceLevelsForGenesis, priceForSlot, slotIndexForPrice, slotIdForPrice, assertSlotPriceInvariant, priceSlotEqual, buildGenesisFromPriceLevels, hashPriceLevels, isChainPriceOutOfGrid };
+export { getBtsSide, getSellStartIdx, resolveGapBand, countGapBandSpread, calculateGapSlots, isSlotInRail, isSlotIndexInGapBand, isEvacuationRotationAllowed, isEvacuationSizeStillValid, validateBoundaryCommit, validatePersistedBoundary, isTransientInBandRejection, BOUNDARY_REJECT_PLACED_IN_BAND, resolveGapSlots, isPercentageString, isPositiveNumber, isPositiveNumberOrPercent, isPositiveInt, parsePercentageString, toDecimal, resolveRelativePrice, parseRelativeMultiplier, validateGridPriceBounds, isExplicitZeroAllocation, getPrecision, computeChainFundTotals, calculateAvailableFundsValue, computeBtsFeeImpact, adjustBudgetForBtsFees, getGridBestPrices, calculateSpreadFromOrders, resolveConfigValue, resolveConfigValueWithRegistry, hasValidAccountTotals, blockchainToFloat, floatToBlockchainInt, quantizeFloat, normalizeInt, getPrecisionByOrderType, getPrecisionsForManager, getPrecisionSlack, quantumForPrecision, calculatePriceTolerance, findPriceCollision, findCrossedOrder, validateOrderAmountsWithinLimits, getMinOrderSize, getDustThresholdFactor, getSingleDustThreshold, getDoubleDustThreshold, validateOrderSize, getAssetFees, getAssetFeesSafe, allocateFundsByWeights, calculateOrderSizes, calculateRotationOrderSizes, calculateGridSideDivergenceMetric, calculateOrderCreationFees, calculateSwapInAmount, _setFeeCache, cloneWeightDistribution, clamp, roundTo, fixedTo, roundToDecimals, priceLevelsForGenesis, priceForSlot, slotIndexForPrice, slotIdForPrice, assertSlotPriceInvariant, priceSlotEqual, buildGenesisFromPriceLevels, hashPriceLevels, isChainPriceOutOfGrid };
 /**
  * Round a value to a given factor.
  * @param {number} value - Value to round

package/dist/modules/order/utils/math.js.map

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package/dist/modules/order/utils/order.d.ts

@@ -514,6 +514,56 @@ declare function formatUnmatchedChainOrder(order: any): string;
  * @returns {boolean} True when the entry is a non-blocking deferred hold.
  */
 declare function isNonBlockingUnmatchedOrder(order: any): boolean;
+/**
+ * @param {Object} order - Unmatched chain order entry.
+ * @returns {boolean} True when the hold is stranded and a structural resync is
+ *   a plausible remedy (see STRANDED_HOLD_REASONS).
+ */
+declare function isStrandedHoldOrder(order: any): boolean;
+/**
+ * GRID-PRICE-INVARIANT — the price emitted for a slot must be its genesis
+ * level. Range guards (isChainPriceOutOfGrid) only test the configured min/max
+ * bounds, so an off-grid price can sit inside the bounds while being far
+ * outside the active window; that band has no check unless this one runs.
+ *
+ * Unjudgeable inputs evaluate to ok:true (missing genesis, unparseable slot id,
+ * non-finite price) — the guard must never fire on bad metadata, only on a
+ * genuine mismatch. Never throws.
+ *
+ * See docs/GRID_PRICE_INVARIANT.md.
+ *
+ * @param {string} slotId - Grid slot id (slot-<idx>)
+ * @param {number} price - Price about to be emitted
+ * @param {any} genesis - manager._genesis (priceLevels table)
+ * @returns {{ok: boolean, reason: string, expected: number|null, idx: number|null, drift: number|null}}
+ */
+declare function checkGridPriceInvariant(slotId: any, price: any, genesis: any): {
+    ok: boolean;
+    reason: string;
+    expected: number | null;
+    idx: number | null;
+    drift: number | null;
+};
+/**
+ * Report one GRID-PRICE-INVARIANT check. Never throws: an unjudgeable check
+ * returns true so a bad check can never block a legitimate emission. Warns on a
+ * mismatch so the offending slot, site, expected level and drift are named at
+ * the point of emission. Silent when the check passes or the price is not
+ * checkable.
+ *
+ * Returns the check result so calling sites can choose their policy: the
+ * reconcile sites treat `false` as blocking (skip the emission and let the next
+ * cycle re-plan). See docs/GRID_PRICE_INVARIANT.md.
+ *
+ * @param {any} manager - OrderManager (reads _genesis, writes logger)
+ * @param {string} slotId - Destination slot id whose level the price must match
+ * @param {number} price - Price about to be emitted
+ * @param {string} site - Emitting site label (CREATE / UPDATE / RECONCILE-*)
+ * @returns {boolean} True when the price is acceptable (or unjudgeable). Callers
+ *   at the reconcile sites treat `false` as a blocking mismatch and skip the
+ *   emission, so this must return the check result rather than void.
+ */
+declare function reportGridPriceInvariant(manager: any, slotId: any, price: any, site: string): boolean;
 /**
  * Check if order is on blockchain (ACTIVE or PARTIAL state).
  *
@@ -1050,6 +1100,6 @@ declare function collectKnownOnChainOrderIds(mgr: any, placedResults: any, place
     createIds: string[];
     all: string[];
 };
-export { parseChainOrder, findMatchingGridOrderByOpenOrder, applyChainSizeToGridOrder, buildFillKey, correctOrderPriceOnChain, correctAllPriceMismatches, buildCreateOrderArgs, getOrderTypeFromUpdatedFlags, resolveConfiguredPriceBound, virtualizeOrder, convertToSpreadPlaceholder, toRailHolePlaceholder, geometryTypeForSlotIndex, detectGapEvacuationCandidates, updateGapEvacuationStreaks, resolveSpreadOrderSide, chainOrderMatchesSlot, chainOrderMatchesSlotWithTolerance, crossingCandidateChainId, isCrossingCheckCandidate, buildCrossingCheckCandidates, parseSlotIndex, filterOrdersByType, buildOutsideInPairGroups, extractBatchOperationResults, formatUnmatchedChainOrder, isNonBlockingUnmatchedOrder, isOrderOnChain, isOrderVirtual, hasOnChainId, isOrderPlaced, isPhantomOrder, isSlotAvailable, isEmptyGridSlot, isOrderHealthy, checkSizeThreshold, checkSizesBeforeMinimum, calculateIdealBoundary, assignGridRoles, resolveOnChainRetypeType, shouldFlagOutOfSpread, buildIndexes, validateIndexes, ordersEqual, buildDelta, deriveTargetBoundary, isShiftEligibleFill, resolveReserveCount, resolveReserveOrders, selectReserveEdgeSlots, getActiveOrdersTotal, getSideBudget, calculateBudgetedSizes, buildCreateOpFingerprint, isOrderGoneErrorMessage, recordDuplicateOrphanDetection, clearDuplicateOrphanDetection, duplicateOrphanLogInfo, chainOrderUnchangedFromCache, detectCrossedBookPlan, collectKnownOnChainOrderIds, reserveEdgeIdSet, liveWindowIdSet };
+export { parseChainOrder, findMatchingGridOrderByOpenOrder, applyChainSizeToGridOrder, buildFillKey, correctOrderPriceOnChain, correctAllPriceMismatches, buildCreateOrderArgs, getOrderTypeFromUpdatedFlags, resolveConfiguredPriceBound, virtualizeOrder, convertToSpreadPlaceholder, toRailHolePlaceholder, geometryTypeForSlotIndex, detectGapEvacuationCandidates, updateGapEvacuationStreaks, resolveSpreadOrderSide, chainOrderMatchesSlot, chainOrderMatchesSlotWithTolerance, crossingCandidateChainId, isCrossingCheckCandidate, buildCrossingCheckCandidates, parseSlotIndex, filterOrdersByType, buildOutsideInPairGroups, extractBatchOperationResults, formatUnmatchedChainOrder, isNonBlockingUnmatchedOrder, isStrandedHoldOrder, isOrderOnChain, isOrderVirtual, hasOnChainId, isOrderPlaced, isPhantomOrder, isSlotAvailable, isEmptyGridSlot, isOrderHealthy, checkSizeThreshold, checkSizesBeforeMinimum, calculateIdealBoundary, assignGridRoles, resolveOnChainRetypeType, shouldFlagOutOfSpread, buildIndexes, validateIndexes, ordersEqual, buildDelta, deriveTargetBoundary, isShiftEligibleFill, resolveReserveCount, resolveReserveOrders, selectReserveEdgeSlots, getActiveOrdersTotal, getSideBudget, calculateBudgetedSizes, buildCreateOpFingerprint, isOrderGoneErrorMessage, recordDuplicateOrphanDetection, clearDuplicateOrphanDetection, duplicateOrphanLogInfo, chainOrderUnchangedFromCache, detectCrossedBookPlan, collectKnownOnChainOrderIds, reserveEdgeIdSet, liveWindowIdSet, checkGridPriceInvariant, reportGridPriceInvariant };
 export { resolveReserveEdgeAnchorPrice, resolveLiveReserveEdgeAnchorPrice, compareReserveEdge, collectRefillSlotIds };
 //# sourceMappingURL=order.d.ts.map

package/dist/modules/order/utils/order.d.ts.map

@@ -1 +1 @@
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